Hwarng, H. Brian; Ang, H. T. - In: Omega 29 (2001) 4, pp. 319-333
This study was designed: (a) to investigate a simple neural-network solution to forecasting the special class of time series corresponding to a wide range of ARMA(p,q) structures; (b) to study the significance of matching the input window size with the nature of time series. The study adopted a...